The Empire maintains multiple internal security and spy networks, including the Emperor’s Spoken Word, the Imperial Bodyguard, the Blue Moon Assassins, and various ad hoc groups that report directly to the Emperor’s household. Additionally, satraps, governors, and other powerful officials maintain their own network of spies, assassins, and informers. The Spoken Word also maintains a network of Imperial couriers who can relay a message 150 miles a day, and even faster if sent by Moon Boat.
But there is certainly no centralised and bureaucratic “spy agency”.